I got in the last room of the ship and killed/mind controlled the Elites. During the enemy turn they mind controlled my support guy and the guy who activated the alien device. As soon as my turn started all three Ethereals just vanished and so did my support dude and the cut scene started.
I guess the game glitched out? No surprise to me, as glitchy as it was the whole game long. I enjoyed it a lot but it could have needed a little more testing and bug fixing.